Back to Search Start Over

Exponential integrators preserving first integrals or Lyapunov functions for conservative or dissipative systems

Authors :
Li, Yu-Wen
Wu, Xinyuan
Source :
SIAM Journal on Scientific Computing (2016), Volume 38, Number 3, pages A1876--A1895
Publication Year :
2020

Abstract

In this paper, combining the ideas of exponential integrators and discrete gradients, we propose and analyze a new structure-preserving exponential scheme for the conservative or dissipative system $\dot{y} = Q(M y + \nabla U (y))$, where $Q$ is a $d\times d$ skew-symmetric or negative semidefinite real matrix, $M$ is a $d\times d$ symmetric real matrix, and $U : \mathbb{R}^d\rightarrow\mathbb{R}$ is a differentiable function. We present two properties of the new scheme. The paper is accompanied by numerical results that demonstrate the remarkable superiority of our new scheme in comparison with other structure-preserving schemes in the scientific literature.

Details

Database :
arXiv
Journal :
SIAM Journal on Scientific Computing (2016), Volume 38, Number 3, pages A1876--A1895
Publication Type :
Report
Accession number :
edsarx.2012.13064
Document Type :
Working Paper
Full Text :
https://doi.org/10.1137/15M1023257